Calculate Confidence Intervals

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Description

Calculate profile and Wald confidence intervals of parameters in fitted models.

Usage

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## S3 method for class 'evd'
confint(object, parm, level = 0.95, ...)
## S3 method for class 'profile.evd'
confint(object, parm, level = 0.95, ...)

Arguments

object

Either a fitted model object (of class evd) for Wald confidence intervals, or a profile trace (of class profile.evd) for profile likelihood confidence intervals.

parm

A character vector of parameters; a confidence interval is calculated for each parameter. If missing, then intervals are returned for all parameters in the fitted model or profile trace.

level

A single number giving the confidence level.

...

Not used.

Value

A matrix with two columns giving lower and upper confidence limits.

See Also

profile.evd

Examples

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m1 <- fgev(portpirie)
confint(m1)
## Not run: pm1 <- profile(m1)
## Not run: plot(pm1)
## Not run: confint(pm1)

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